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subject:"Time series analysis"
~isPartOf:"Annales d'économie et de statistique"
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Time series analysis
Theorie
505
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505
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57
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Bruneau, Catherine
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Annales d'économie et de statistique
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326
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103
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1
GARP violation, economic enironment distortions and shadow prices : evidence from household expenditure panel data
Diaye, Marc-Arthur
;
Gardes, Françoise
;
Starzec, Krzysztof
- In:
Annales d'économie et de statistique
90
(
2008
),
pp. 3-33
Persistent link: https://www.econbiz.de/10003910503
Saved in:
2
Diffusion processes with polynomial eigenfunctions
Gouriéroux, Christian
;
Renault, E.
;
Valéry, P.
- In:
Annales d'économie et de statistique
85
(
2007
),
pp. 115-130
Persistent link: https://www.econbiz.de/10003690229
Saved in:
3
Nonlinear innovations and impulse responses with application to VaR sensitivity
Gouriéroux, Christian
;
Jasiak, Joann
- In:
Annales d'économie et de statistique
78
(
2005
),
pp. 1-31
Persistent link: https://www.econbiz.de/10003278419
Saved in:
4
Do the Hodrick-Prescott and Baxter-King filters provide a good approximation of business cycles?
Guay, Alain
;
St-Amant, Pierre
- In:
Annales d'économie et de statistique
77
(
2005
),
pp. 133-155
Persistent link: https://www.econbiz.de/10003190799
Saved in:
5
Convergence des productivités européennes : transition, rupture et racine unitaire
Adjemian, Stéphane
- In:
Annales d'économie et de statistique
(
2003
),
pp. 31-53
Persistent link: https://www.econbiz.de/10001771334
Saved in:
6
Testing for super-exogeneity in the presence of common deterministic shifts
Krolzig, Hans-Martin
;
Toro, Juan
- In:
Annales d'économie et de statistique
(
2002
),
pp. 41-71
Persistent link: https://www.econbiz.de/10001773539
Saved in:
7
The logarithmic ACD model : an application to the bid-ask quote process of the NYSE stocks
Bauwens, Luc
;
Giot, Pierre
- In:
Annales d'économie et de statistique
(
2000
),
pp. 117-149
Persistent link: https://www.econbiz.de/10001543399
Saved in:
8
Value-at-risk and extreme returns
Daníelsson, Jón
;
Vries, Casper G. de
- In:
Annales d'économie et de statistique
(
2000
),
pp. 239-270
Persistent link: https://www.econbiz.de/10001543557
Saved in:
9
Inference in codependence : some Monte Carlo results and applications
Beine, Michel
;
Hecq, Alain W. J.
- In:
Annales d'économie et de statistique
(
1999
),
pp. 69-90
Persistent link: https://www.econbiz.de/10001565468
Saved in:
10
Job turnover heterogeneity and person-job-specific time-series wages
Lillard, Lee Anderson
- In:
Annales d'économie et de statistique
(
1999
),
pp. 183-210
Persistent link: https://www.econbiz.de/10001566481
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